bart-frijns documents

Nonlinear dynamics in Nasdaq dealer quotes

Documents Nonlinear dynamics in Nasdaq dealer quotes

Behavioral heterogeneity in the option market

Documents Behavioral heterogeneity in the option market

Inferring Public and Private Information from Trades and Quotes

Documents Inferring Public and Private Information from Trades and Quotes

Price discovery in tick time

Documents Price discovery in tick time

Modeling structural changes in the volatility process

Documents Modeling structural changes in the volatility process